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IOR
2008
103views more  IOR 2008»
14 years 9 months ago
Portfolio Credit Risk with Extremal Dependence: Asymptotic Analysis and Efficient Simulation
We consider the risk of a portfolio comprised of loans, bonds, and financial instruments that are subject to possible default. In particular, we are interested in performance meas...
Achal Bassamboo, Sandeep Juneja, Assaf J. Zeevi
JSSPP
2009
Springer
15 years 4 months ago
Modeling Parallel System Workloads with Temporal Locality
In parallel systems, similar jobs tend to arrive within bursty periods. This fact leads to the existence of the locality phenomenon, a persistent similarity between nearby jobs, in...
Tran Ngoc Minh, Lex Wolters
PKDD
2010
Springer
169views Data Mining» more  PKDD 2010»
14 years 7 months ago
Efficient and Numerically Stable Sparse Learning
We consider the problem of numerical stability and model density growth when training a sparse linear model from massive data. We focus on scalable algorithms that optimize certain...
Sihong Xie, Wei Fan, Olivier Verscheure, Jiangtao ...
71
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CORR
2007
Springer
110views Education» more  CORR 2007»
14 years 9 months ago
Graph Annotations in Modeling Complex Network Topologies
abstract such additional information as network annotations. We introduce a network topology modeling framework that treats annotations as an extended correlation profile of a net...
Xenofontas A. Dimitropoulos, Dmitri V. Krioukov, A...
WWW
2006
ACM
15 years 10 months ago
Time-dependent semantic similarity measure of queries using historical click-through data
It has become a promising direction to measure similarity of Web search queries by mining the increasing amount of clickthrough data logged by Web search engines, which record the...
Qiankun Zhao, Steven C. H. Hoi, Tie-Yan Liu, Soura...